test_data.py 文件源码

def test_general_demean_oneway(panel):
    y = PanelData(panel)
    dm1 = y.demean('entity')
    g = pd.DataFrame(y.entity_ids, index=y.index)
    dm2 = y.general_demean(g)
    assert_allclose(dm1.values2d, dm2.values2d)

    dm1 = y.demean('time')
    g = pd.DataFrame(y.time_ids, index=y.index)
    dm2 = y.general_demean(g)
    assert_allclose(dm1.values2d, dm2.values2d)

    g = pd.DataFrame(np.random.randint(0, 10, g.shape), index=y.index)
    dm2 = y.general_demean(g)
    g = pd.Categorical(g.iloc[:, 0])
    d = pd.get_dummies(g)
    dm1 = y.values2d - d @ np.linalg.lstsq(d, y.values2d)[0]
    assert_allclose(dm1, dm2.values2d)